import jax
import matplotlib.pyplot as plt
import jax.numpy as jnp
import tensorflow_probability.substrates.jax as tfp
from scipy.stats import gaussian_kde
import plotly.express as px
import laplax
import pandas as pd
import pickle
tfd = tfp.distributions
import plotly
plotly.offline.init_notebook_mode()
def get_data(file_name):
with open(file_name,'rb') as f:
all_data = pickle.load(f)
samples = all_data['data']
alpha_prior = all_data['prior']['alpha']
beta_prior = all_data['prior']['beta']
return samples, alpha_prior, beta_prior
def get_likelihood(params, aux=None):
return tfd.Bernoulli(probs=params['p_of_h'])
def plot_coin_toss_results(varient=''):
varient = str(varient)
samples, alpha_prior, beta_prior = get_data("../../data/coin_toss/coin_toss"+varient)
plt.hist(samples)
plt.ylabel("frequency")
plt.title("Given Data")
plt.show()
all_labels = [] # add the labels as you go..
all_pdfs = [] # add the pdfs as you go..
x = jnp.linspace(0.01,0.99,100)
one= jnp.sum(samples==1).astype('float32')
zero= jnp.sum(samples==0).astype('float32')
print(alpha_prior,beta_prior,one,zero)
true_post_dist = tfd.Beta(alpha_prior+one,beta_prior+zero)
true_post_pdf = true_post_dist.prob(x)
all_labels.append("True Posterior")
all_pdfs.append(true_post_pdf)
with open('results_data/coin_toss_VI_Ajax_result'+varient,'rb') as f:
variational = pickle.load(f)
ajax_vi_pdf = jnp.exp(variational.log_prob({"theta":x}))
all_labels.append("AJAX VI")
all_pdfs.append(ajax_vi_pdf)
with open('results_data/MCMC_BlackJAX'+varient,'rb') as black_f:
black_samples = pickle.load(black_f)
kde_black = gaussian_kde(black_samples.position['x'][300:,0])
pdf_black = kde_black(x)
all_labels.append("Blackjax rmh estimate")
all_pdfs.append(pdf_black)
laplace_dict = pd.read_pickle('results_data/laplace_coin_toss'+varient)
laplace_posterior = laplace_dict['model'].apply(laplace_dict['params'], laplace_dict['data'])
laplace_pdf = jnp.exp(laplace_posterior.log_prob({'p_of_h': x}, sample_shape=(len(x), )))
all_labels.append("Laplace")
all_pdfs.append(laplace_pdf)
laplax_dict = pd.read_pickle('results_data/laplax_coin_toss'+varient)
laplax_posterior = laplax_dict['model'].apply(laplax_dict['params'], laplax_dict['data'])
laplax_pdf = jnp.exp(laplax_posterior.log_prob({'p_of_h': x}, sample_shape=(len(x), )))
all_labels.append("Laplax")
all_pdfs.append(laplax_pdf)
all_pdfs = jnp.array(all_pdfs).reshape((-1))
no_estimates = len(all_labels)
all_labels_repeated = [item for item in all_labels for i in range(x.shape[0])]
x_repeated = jnp.tile(x,no_estimates)
to_df = {
"theta":x_repeated,
"PDF":all_pdfs,
"label": all_labels_repeated
}
df = pd.DataFrame(to_df)
fig = px.line(to_df,"theta","PDF",color="label",title=f"Coin toss posterior prior=({alpha_prior},{beta_prior})")
fig.show()
plot_coin_toss_results()
10 15 8.0 2.0
--------------------------------------------------------------------------- TypeError Traceback (most recent call last) Input In [14], in <cell line: 1>() ----> 1 plot_coin_toss_results() Input In [13], in plot_coin_toss_results(varient) 35 laplace_dict = pd.read_pickle('results_data/laplace_coin_toss'+varient) 36 laplace_posterior = laplace_dict['model'].apply(laplace_dict['params'], laplace_dict['data']) ---> 37 laplace_pdf = jnp.exp(laplace_posterior.log_prob({'p_of_h': x}, sample_shape=(len(x), ))) 38 all_labels.append("Laplace") 39 all_pdfs.append(laplace_pdf) TypeError: log_prob() got an unexpected keyword argument 'sample_shape'
plot_coin_toss_results(1)
5 1 8.0 2.0
--------------------------------------------------------------------------- TypeError Traceback (most recent call last) Input In [15], in <cell line: 1>() ----> 1 plot_coin_toss_results(1) Input In [13], in plot_coin_toss_results(varient) 35 laplace_dict = pd.read_pickle('results_data/laplace_coin_toss'+varient) 36 laplace_posterior = laplace_dict['model'].apply(laplace_dict['params'], laplace_dict['data']) ---> 37 laplace_pdf = jnp.exp(laplace_posterior.log_prob({'p_of_h': x}, sample_shape=(len(x), ))) 38 all_labels.append("Laplace") 39 all_pdfs.append(laplace_pdf) TypeError: log_prob() got an unexpected keyword argument 'sample_shape'
!jupyter nbconvert --to HTML coin_toss_results.ipynb
[NbConvertApp] Converting notebook coin_toss_results.ipynb to HTML [NbConvertApp] Writing 4290188 bytes to coin_toss_results.html